BASF SE (Germany) Market Value
| BAS Stock | EUR 50.88 0.16 0.32% |
| Symbol | BASF |
BASF SE 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to BASF SE's stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of BASF SE.
| 11/20/2025 |
| 02/18/2026 |
If you would invest 0.00 in BASF SE on November 20, 2025 and sell it all today you would earn a total of 0.00 from holding BASF SE or generate 0.0% return on investment in BASF SE over 90 days. BASF SE is related to or competes with Tyson Foods, SIEM OFFSHORE, Collins Foods, Solstad Offshore, EIDESVIK OFFSHORE, United Natural, and BW OFFSHORE. BASF SE is entity of Germany. It is traded as Stock on MU exchange. More
BASF SE Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure BASF SE's stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess BASF SE upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.51 | |||
| Information Ratio | 0.1286 | |||
| Maximum Drawdown | 6.34 | |||
| Value At Risk | (2.11) | |||
| Potential Upside | 2.86 |
BASF SE Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for BASF SE's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as BASF SE's standard deviation. In reality, there are many statistical measures that can use BASF SE historical prices to predict the future BASF SE's volatility.| Risk Adjusted Performance | 0.1328 | |||
| Jensen Alpha | 0.2608 | |||
| Total Risk Alpha | 0.1672 | |||
| Sortino Ratio | 0.1416 | |||
| Treynor Ratio | (3.32) |
BASF SE February 18, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1328 | |||
| Market Risk Adjusted Performance | (3.31) | |||
| Mean Deviation | 1.29 | |||
| Semi Deviation | 1.24 | |||
| Downside Deviation | 1.51 | |||
| Coefficient Of Variation | 623.3 | |||
| Standard Deviation | 1.67 | |||
| Variance | 2.78 | |||
| Information Ratio | 0.1286 | |||
| Jensen Alpha | 0.2608 | |||
| Total Risk Alpha | 0.1672 | |||
| Sortino Ratio | 0.1416 | |||
| Treynor Ratio | (3.32) | |||
| Maximum Drawdown | 6.34 | |||
| Value At Risk | (2.11) | |||
| Potential Upside | 2.86 | |||
| Downside Variance | 2.29 | |||
| Semi Variance | 1.55 | |||
| Expected Short fall | (1.51) | |||
| Skewness | 0.3323 | |||
| Kurtosis | 0.4314 |
BASF SE Backtested Returns
BASF SE appears to be very steady, given 3 months investment horizon. BASF SE secures Sharpe Ratio (or Efficiency) of 0.17, which signifies that the company had a 0.17 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for BASF SE, which you can use to evaluate the volatility of the entity. Please makes use of BASF SE's Coefficient Of Variation of 623.3, mean deviation of 1.29, and Semi Deviation of 1.24 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, BASF SE holds a performance score of 13. The firm shows a Beta (market volatility) of -0.0775, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning BASF SE are expected to decrease at a much lower rate. During the bear market, BASF SE is likely to outperform the market. Please check BASF SE's total risk alpha, value at risk, expected short fall, as well as the relationship between the treynor ratio and downside variance , to make a quick decision on whether BASF SE's price patterns will revert.
Auto-correlation | -0.09 |
Very weak reverse predictability
BASF SE has very weak reverse predictability. Overlapping area represents the amount of predictability between BASF SE time series from 20th of November 2025 to 4th of January 2026 and 4th of January 2026 to 18th of February 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of BASF SE price movement. The serial correlation of -0.09 indicates that less than 9.0% of current BASF SE price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.09 | |
| Spearman Rank Test | -0.16 | |
| Residual Average | 0.0 | |
| Price Variance | 4.32 |
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Additional Tools for BASF Stock Analysis
When running BASF SE's price analysis, check to measure BASF SE's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy BASF SE is operating at the current time. Most of BASF SE's value examination focuses on studying past and present price action to predict the probability of BASF SE's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move BASF SE's price. Additionally, you may evaluate how the addition of BASF SE to your portfolios can decrease your overall portfolio volatility.